Constructing new distributions for unit root test of AR model

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BT454
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Joined: Wed Aug 02, 2017 6:07 am

Constructing new distributions for unit root test of AR model

Postby BT454 » Thu Nov 18, 2021 12:36 pm

Hi all!
I'm attempting to evaluate whether the residuals of an AR model are stationary, using unit root, understanding that I need new distributions to account for the modeled residuals. Is there a way to do this in eviews, using the Augmented Dicky Fuller test?
Thanks!
Bob

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